[R-sig-Geo] Time series in spatial regression model (spautolm)

Sat Oct 10 16:19:53 CEST 2015

Dear Roger,

Thank you very much for your reply! 

> Von: Roger Bivand [mailto:Roger.Bivand at nhh.no]
> Gesendet: Samstag, 10. Oktober 2015 15:11
> 
> You cross-posted to this list and r-help - never do that - it 
> splinters any replies. I have chosen to ignore your r-help posting and 
> hope that others will do the same.

I am sorry for the crosspost! Won't happen again!

> 
> On Fri, 9 Oct 2015, Tobias Rüttenauer wrote:
> 
> > Dear r-sig-geo team,
> >
> > I started working with spatial analysis some month ago, so I'm quite 
> > new (and unknowing ) in this field. However, my aim is to connect 
> > time series analysis with spatial analysis, what seems to be quite 
> > difficult (to
> me).
> >
> 
> Why are you not using the splm package, which provides most of the 
> models you might ever need to fit? Your manipulation of the weights 
> matrix by years is a Kronecker product - used in that package. Study 
> the plm package first, run your model aspatially with that, and move on to
splm.
> 
> Roger

I didn't recognize that package so far... Thank you very much for the hint,
splm exactly provides what I'm looking for!

Thankful wishes
Tobi

> 
> > The dataset I am working with a spatial polygons data frame, 
> > containing 402 spatial polygons for the years 2007-2011.
> >
> > In a first step, I want to estimate a SAR model which accounts only 
> > for the spatial autoregressive error term within a year. So what I 
> > am basically trying is to construct a weights list object, 
> > containing only weights for neighbors in the same year (excluding 
> > the linkages to the "self" spatial unit (in different years) and 
> > neighboring units in different years). So what I tried was to expand 
> > the original weights matrix by duplicating the original matrix on 
> > the main diagonal while filling all the other linkages (e.g. 
> > linkages between 2007 spatial units and 2008 spatial units) with zero by
the following code:
> >
> >
> > # Queens links:
> >> data.nb<-poly2nb(data_subset.spdf)
> >>
> >> # Remove temporal links
> >> data2.nb<-aggregate(data.nb, data_subset.spdf$id, remove.self = 
> >> TRUE)
> >>
> >> # Get matrix
> >> tmp.mat<-nb2mat(data2.nb)
> >>
> >> # Expand matrix
> >> zero1.mat<-matrix(0, 402, 402)
> >> zero2.mat<-matrix(0, 402, 402)
> >> zero3.mat<-matrix(0, 402, 402)
> >> zero4.mat<-matrix(0, 402, 402)
> >> zero5.mat<-matrix(0, 402, 402)
> >>
> >> tmp2.mat<-tmp.mat
> >> tmp3.mat<-tmp.mat
> >> tmp4.mat<-tmp.mat
> >> tmp5.mat<-tmp.mat
> >>
> >> row.names(zero1.mat)<-paste("2007",
> as.numeric(row.names(tmp.mat)),
> >> sep="_") row.names(zero2.mat)<-paste("2008",
> >> as.numeric(row.names(tmp.mat)), sep="_") 
> >> row.names(zero3.mat)<-paste("2009",
> as.numeric(row.names(tmp.mat)),
> >> sep="_") row.names(zero4.mat)<-paste("2010",
> >> as.numeric(row.names(tmp.mat)), sep="_") 
> >> row.names(zero5.mat)<-paste("2011",
> as.numeric(row.names(tmp.mat)),
> >> sep="_")
> >>
> >> row.names(tmp.mat)<-paste("2007", as.numeric(row.names(tmp2.mat)),
> >> sep="_") row.names(tmp2.mat)<-paste("2008",
> >> as.numeric(row.names(tmp2.mat)), sep="_") 
> >> row.names(tmp3.mat)<-paste("2009",
> as.numeric(row.names(tmp3.mat)),
> >> sep="_") row.names(tmp4.mat)<-paste("2010",
> >> as.numeric(row.names(tmp4.mat)), sep="_") 
> >> row.names(tmp5.mat)<-paste("2011",
> as.numeric(row.names(tmp5.mat)),
> >> sep="_")
> >>
> >> tmp1<-rbind(tmp.mat, zero2.mat, zero3.mat, zero4.mat, zero5.mat) 
> >> tmp2<-rbind(zero1.mat, tmp2.mat, zero3.mat, zero4.mat, zero5.mat) 
> >> tmp3<-rbind(zero1.mat, zero2.mat, tmp3.mat, zero4.mat, zero5.mat) 
> >> tmp4<-rbind(zero1.mat, zero2.mat, zero3.mat, tmp4.mat, zero5.mat) 
> >> tmp5<-rbind(zero1.mat, zero2.mat, zero3.mat, zero4.mat, tmp5.mat)
> >>
> >> nb.mat<-cbind(tmp1, tmp2, tmp3, tmp4, tmp5)
> >>
> >> data_sub.lw<-mat2listw(data.matrix(nb.mat))
> >>
> >> any(is.na(nb.mat))
> > [1] FALSE
> >
> > So I get a weights list object including 2010 observations (5 years 
> > with 402 observations, which fits the spatial polygon data frame 
> > with
> > 2010 observations), but after running a spautolm model, I get the 
> > following error
> > message:
> >
> >> spreg.mod<-spautolm(sqrt(fortzuege_gem) ~ v1 + v2,
> > +                 data=data_subset.spdf, listw=data_sub.lw,
> > weights=area_sqkm,
> > +                 zero.policy=TRUE)
> > Error in subset.listw(listw, subset, zero.policy = zero.policy) :
> >  Not yet able to subset general weights lists
> >
> > Elsewhere, it is mentioned that this error messages occurs if the 
> > weights matrix contains missing values, but that's not the case here.
> > I assume that there is some mistake in creating the weights matrix. 
> > Do you
> have any ideas?
> >
> >
> > Another thing I was trying to estimate is a SAR model with unit 
> > fixed effects, just by including the id dummies into the equation 
> > (for the test I include the total list weights objects, containing all
linkages).
> >
> >> data_total.nb<-poly2nb(data_subset.spdf)
> >> data_total.lw<-nb2listw(data.nb, style="W")
> >>
> >> spreg_false.mod<-spautolm(sqrt(fortzuege_gem) ~ id  + v1 + v2,
> > +                     data=data_subset.spdf, listw=data_total.lw,
> > weights=area_sqkm,
> > +                     zero.policy=TRUE)
> > Error in solve.default(crossprod(X, as.matrix(IlW %*% X)), tol =
> > tol.solve)
> > :
> >  system is computationally singular: reciprocal condition number =
> > 1.01026e-16
> >>
> >
> > So I assume there occurs some conflict, between using ID dummies and 
> > a weights matrix in one model? Is there any way to solve this problem?
> > This may be a stupid question for some who is (totally) aware of the 
> > mathematics behind the model.
> >
> > I would be really happy about any help!
> >
> > Thank you in advance and best wishes, Tobi
> >
> > _______________________________________________
> > R-sig-Geo mailing list
> > R-sig-Geo at r-project.org
> > https://stat.ethz.ch/mailman/listinfo/r-sig-geo
> >
> 
> --
> Roger Bivand
> Department of Economics, Norwegian School of Economics, Helleveien 30, 
> N-
> 5045 Bergen, Norway.
> voice: +47 55 95 93 55; fax +47 55 95 91 00
> e-mail: Roger.Bivand at nhh.no

Tobias Rüttenauer
Department of Social Science
TU Kaiserslautern
Erwin-Schrödinger-Straße 57
67663 Kaiserslautern
Germany
ruettenauer at sowi.uni-kl.de